[R] books about MCMC to use MCMC R packages?

Tony Plate tplate at acm.org
Fri Sep 23 19:38:28 CEST 2005


I've found "Bayesian Data Analysis" by Gelman, Carlin, Stern & Rubin 
(2nd ed) to be quite useful for understanding how MCMC can be used for 
Bayesian models.  It has a little bit of R code in it too.

-- Tony Plate

Molins, Jordi wrote:
> Dear list users,
> 
> I need to learn about MCMC methods, and since there are several packages in
> R that deal with this subject, I want to use them. 
> 
> I want to buy a book (or more than one, if necessary) that satisfies the
> following requirements:
> 
> - it teaches well MCMC methods;
> 
> - it is easy to implement numerically the ideas of the book, and notation
> and concepts are similar to the corresponding R packages that deal with MCMC
> methods.
> 
> I have done a search and 2 books seem to satisfy my requirements:
> 
> - Markov Chain Monte Carlo In Practice, by W.R. Gilks and others.
> 
> - Monte Carlo Statistical methods, Robert and Casella.
> 
> What do people think about these books? Is there a suggestion of some other
> book that could satisfy better my requirements?
> 
> Thank you very much in advance.
> 
> 
> 
> 
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